+555.8%
ROKU vs DVA
+210.4%
+345.4%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.9% | +1.7% | +1.0% |
| 7D | -2.6% | -0.2% | -2.5% | -2.6% |
| 30D | +2.1% | +1.7% | +0.5% | +1.7% |
| 3M | +31.8% | -8.7% | +40.5% | +33.8% |
| 6M | +53.3% | +19.7% | +33.6% | +44.6% |
| YTD | +42.1% | +59.6% | -17.5% | +22.9% |
| 1Y | +62.3% | +37.1% | +25.2% | +46.1% |
| 3Y | +84.6% | +89.8% | -5.1% | +42.8% |
| 5Y | -53.1% | +47.4% | -100.4% | -62.1% |
| All | +555.8% | +210.4% | +345.4% | +298.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DVA.
Daily Out/Under-Performance
Portfolio return minus DVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DVA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded DVA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling